Journal of Jilin University Science Edition ›› 2026, Vol. 64 ›› Issue (5): 958-0966.

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Strong Law of Large Numbers for Linear Processes of m-AANA Sequences under Sublinear Expectations

Liu Wei, Lü Mengke, Miao Lijun   

  1. School of Mathematics, Liaoning Normal University, Dalian 116029, Liaoning Province, China
  • Received:2025-12-12 Online:2026-09-26 Published:2026-09-26

Abstract: Within the framework of sublinear expectations, for linear processes constructed by m-asymptotically almost negatively associated (m-AANA) random variable sequences as innovations, combined with probabilistic inequalities in sublinear expectation space, the Toeplitz theorem and the Borel-Cantelli lemma, and under the assumptions that the coefficient sequence of the linear process is absolutely summable and that the innovations satisfy a uniform moment condition, we give the strong law of large numbers for this linear process.

Key words: strong law of large numbers, m-AANA random variable sequence, linear process, sublinear expectation

CLC Number: 

  • O211.4